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Topic: "multistage-stochastic-integer"

odow/SDDP.jl

A JuMP extension for Stochastic Dual Dynamic Programming

Language: Julia - Size: 24.2 MB - Last synced at: 19 days ago - Pushed at: 20 days ago - Stars: 322 - Forks: 65

Related Topics
benders-decomposition 1 julia 1 jump 1 markov-decision-process 1 markov-decision-processes 1 multistage-stochastic-optimization 1 optimal-control 1 optimization 1 sddip 1 sddp 1 stochastic-dual-dynamic-programming 1 stochastic-integer 1 stochastic-optimization 1 stochastic-programming 1